(Non-)robustness of maximum likelihood estimators for operational risk severity distributions (Q3063853): Difference between revisions

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+ROptEst
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+https://doi.org/10.1080/14697680903159240
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+W2131582885
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@@ Property / cites work @@
+Robust estimation of tail parameters for two-parameter Pareto and exponential models via generalized quantile statistics
+Normal rank
@@ Property / cites work @@
+Robust estimation of extremes
@@ Property / cites work: Robust estimation of extremes / rank @@
+Normal rank
@@ Property / cites work @@
+A simple general approach to inference about the tail of a distribution
+Normal rank
@@ Property / cites work @@
+Robust Estimation of a Location Parameter
@@ Property / cites work: Robust Estimation of a Location Parameter / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Statistics
@@ Property / cites work: Robust Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Robust Statistics
@@ Property / cites work: Robust Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Robust inference with GMM estimators
@@ Property / cites work: Robust inference with GMM estimators / rank @@
+Normal rank
@@ Property / cites work @@
+Parameter Estimation for a Generalized Gamma Distribution
+Normal rank
@@ Property / cites work @@
+A robust estimator for the tail index of Pareto-type distributions
+Normal rank